+28.1%
CTSH vs MP
+450.8%
-422.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.7% |
| 7D | -2.7% | -2.9% | +0.1% | -2.6% |
| 30D | +12.4% | +13.8% | -1.5% | +11.4% |
| 3M | +17.4% | -16.7% | +34.1% | +18.4% |
| 6M | -3.1% | -11.5% | +8.4% | -3.1% |
| YTD | -23.6% | +7.9% | -31.5% | -25.1% |
| 1Y | -10.8% | -15.0% | +4.2% | -12.0% |
| 3Y | -8.3% | +153.5% | -161.8% | -23.5% |
| 5Y | -11.3% | +58.7% | -70.0% | -23.3% |
| All | +28.1% | +450.8% | -422.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling